#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Cashflows/FloatingRateCoupon.h>
#pragma unmanaged 
#include <ql\experimental\coupons\subperiodcoupons.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Times;
using namespace Cephei::QL::Indexes;
using namespace Cephei::QL::Termstructures;
using namespace Cephei::QL::Cashflows;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Experimental { namespace Coupons {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ISubPeriodsCoupon
	public ref class CSubPeriodsCoupon  : 
            public CFloatingRateCoupon,
            public Cephei::QL::Experimental::Coupons::ISubPeriodsCoupon
	{
	protected: 
		boost::shared_ptr<QuantLib::SubPeriodsCoupon>* _ppSubPeriodsCoupon;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::SubPeriodsCoupon>* _phSubPeriodsCoupon;
#endif
		Object^ _SubPeriodsCouponOwner;     // reference to object that manages the storage for this object
	internal:
		CSubPeriodsCoupon (DateTime paymentDate, Double nominal, Cephei::QL::Indexes::IIborIndex^ index, DateTime startDate, DateTime endDate, UInt32 fixingDays, Cephei::QL::Times::IDayCounter^ dayCounter, Double gearing, Double couponSpread, Double rateSpread, DateTime refPeriodStart, DateTime refPeriodEnd, Cephei::QL::Cashflows::IFloatingRateCouponPricer^ QL_Pricer);
        CSubPeriodsCoupon (boost::shared_ptr<QuantLib::SubPeriodsCoupon>& childNative, Object^ owner);
        CSubPeriodsCoupon (QuantLib::SubPeriodsCoupon& childNative, Object^ owner);
        CSubPeriodsCoupon (CSubPeriodsCoupon^ copy);
        CSubPeriodsCoupon (PLATFORM::Type^ t);
#ifdef STRUCT
        CSubPeriodsCoupon (QuantLib::SubPeriodsCoupon childNative);
#endif       
#ifdef HANDLE
		CSubPeriodsCoupon (QuantLib::Handle<QuantLib::SubPeriodsCoupon>& childNative, Object^ owner);
		CSubPeriodsCoupon (QuantLib::Handle<QuantLib::SubPeriodsCoupon> childNative);
#endif
		virtual ~CSubPeriodsCoupon ();
		!CSubPeriodsCoupon ();

	internal:
		QuantLib::SubPeriodsCoupon& GetReference ();
		boost::shared_ptr<QuantLib::SubPeriodsCoupon>& GetShared ();
		QuantLib::SubPeriodsCoupon* GetPointer ();
        void SetSubPeriodsCoupon (boost::shared_ptr<QuantLib::SubPeriodsCoupon> native)
        {
            if (_ppSubPeriodsCoupon != NULL)
                delete _ppSubPeriodsCoupon;
            _ppSubPeriodsCoupon = new boost::shared_ptr<QuantLib::SubPeriodsCoupon> (native);
            SetFloatingRateCoupon (boost::dynamic_pointer_cast<QuantLib::FloatingRateCoupon> (*_ppSubPeriodsCoupon));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::SubPeriodsCoupon>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Double EndTime 
        {
		    virtual Double get () ;
        }
        property Cephei::Core::IVector<DateTime>^ ObservationDates 
        {
		    virtual Cephei::Core::IVector<DateTime>^ get () ;
        }
        property UInt64 Observations 
        {
		    virtual UInt64 get () ;
        }
        property Cephei::QL::Times::ISchedule^ ObservationsSchedule 
        {
		    virtual Cephei::QL::Times::ISchedule^ get () ;
        }
        property Cephei::Core::IVector<Double>^ ObservationTimes 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
        property Double RateSpread 
        {
		    virtual Double get () ;
        }
        property Double StartTime 
        {
		    virtual Double get () ;
        }
		virtual Double PriceWithoutOptionality (Cephei::QL::Termstructures::IYieldTermStructure^ discountCurve) ;
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Experimental::Coupons::ISubPeriodsCoupon^>::typeid)]
	[FactoryFor(Cephei::QL::Experimental::Coupons::ISubPeriodsCoupon::typeid)]
	[FactoryFor(Cephei::QL::Experimental::Coupons::ISubPeriodsCoupon_Factory::typeid)]
	public ref class CSubPeriodsCoupon_Factory sealed : public ISubPeriodsCoupon_Factory
	{
	public:
        virtual ISubPeriodsCoupon^ Create (DateTime paymentDate, Double nominal, Cephei::QL::Indexes::IIborIndex^ index, DateTime startDate, DateTime endDate, UInt32 fixingDays, Cephei::QL::Times::IDayCounter^ dayCounter, Double gearing, Double couponSpread, Double rateSpread, DateTime refPeriodStart, DateTime refPeriodEnd, Cephei::QL::Cashflows::IFloatingRateCouponPricer^ QL_Pricer);
    };
   
/*Cephei*/ } /*QL*/ } /*Experimental*/ } /*Coupons */}
